
The Portuguese superstar, whose arrival last year unleashed a flood of top players to the oil-funded Saudi Pro League, slumped to the ground as Al-Hilal celebrated.
Ronaldo, 39, then slowly walked off the pitch and sat in the dugout with tears streaming down his face.
In a tempestuous match that saw three red cards, including one for Al-Nassr’s ex-Arsenal goalkeeper David Ospina, Ayman Yahya scored in the 88th minute to cancel out Al-Hilal’s early strike through Aleksandar Mitrovic.
But Al-Hilal triumphed 5-4 in the shootout to complete the Saudi treble after also winning the Super Cup and the Saudi Pro League, finishing unbeaten in domestic action.
This season Al-Hilal, with star signing Neymar injured since October, put together a record, 34-match winning streak in all competitions.
Al-Nassr, who were second in the league behind Al-Hilal, and lost to the same team in the Super Cup, miss out once again despite the prolific Ronaldo, who scored a Pro League record 35 goals.
His sole silverware so far with the Riyadh club is last year’s Arab Club Champions Cup.
Ronaldo’s contract, said to net him €400 million over two-and-a-half years, runs out at the end of next season.